Particle Metropolis-adjusted Langevin algorithms (Q5384403)
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scientific article; zbMATH DE number 7072146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle Metropolis-adjusted Langevin algorithms |
scientific article; zbMATH DE number 7072146 |
Statements
Particle Metropolis-adjusted Langevin algorithms (English)
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24 June 2019
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Metropolis-adjusted Langevin algorithm
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optimal scaling
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particle filter
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particle Markov chain Monte Carlo
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pseudo-marginal Markov chain Monte Carlo
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